R, Kannan Subramanian
Event- And Data-Centric Enterprise Risk-Adjusted Return Management: A Banking Practitioner's Handbook
- ISBN 13:
- 9781484274392
- author:
- R, Kannan Subramanian
- format:
- Paperback
- publisher:
- APress
- language:
- English
- Publication Year:
- 2022
- Pages:
- 1090
- Dimensions:
- 25.4 x 17.8 x 5.6 centimetres (1
- Genre:
- Business, Insurance, Risk Assessment & Management,
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
Transform your banking operations with a holistic approach to enterprise risk-adjusted return management. This comprehensive handbook offers a data-centric and process-based framework for planning and implementing an Enterprise Risk-Adjusted Return Model (ERRM). By adopting an agile enterprise model, banks can improve data quality, enhance risk quantification, and optimize business events. The book provides a structured methodology for managing enterprise data, including data ontology and taxonomy, as well as guidance on knowledge management for risk-return optimization. It also covers key areas of banking, such as architecture, technology, event management, processes, and data science. With numerous examples and practical advice, this handbook is an essential resource for banks seeking to improve their risk-adjusted return management. By understanding the current state of banking architecture and its limitations, you can determine a target model and implement an ERRM that meets your business needs. This book offers a thorough guide to achieving this goal, making it an invaluable resource for banking professionals.
Related Products
Related Products
Risk Management for Islamic Banks
Salem, Rania Abdelfattah
Information Risk Management: A practitioner's guide
Sutton, David
The Data - Centric Revolution: - Restoring Sanity to - Enterprise Information - Systems
Mccomb, Dave
Crowd Management: Risk, security and health (Events Management and Methods)
O'Toole, William
NASA Risk Management Handbook
Administration, National Aeronautics and